Probability and Stochastics

Name: Probability and Stochastics
Author: Erhan Cinlar

Erhan Cinlar

Springer-Verlag New York Inc.

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There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.

Výběr knih vydavatele Springer-Verlag New York Inc.